Patients with advanced malignancy refractory to conventional therapy will undergo cryopreservation of their own histologically normal bone marrow for use later to protect against potentially lethal myelosuppression due to intensive chemotherapy or radiotherapy. Marrow will be preserved by controlled rate freezing with dimethylsulfoxide and will be stored in liquid nitrogen. Studies are designed to evaluate individual agents at doses which have not been possible previously because of myelosuppression. Doses are escalated in successive patients beginning at the highest conventional dose and continuing until some new life-threatening toxicity appears. When the maximum safe dose (with autologous marrow transplantation) has been established, additional patients are evaluated for tumor response. Finally, combinations of agents will be studied based on their demonstrated anti-tumor activities and toxicities. Ancillary studies are designed to determine the ability of cryopreserved autologous marrow to reconstitute immune function and to examine in vitro assays for hematopoietic stem cells to determine whether a relationship between these assays and the ability of cryopreserved marrow to restore hematopoiesis exists. The demonstration of such a relationship would permit use of the assay to optimize freezing and storage techniques and to ensure the viability of marrow prior to transplantation.